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Parallax Volatility Advisers Portfolio holdings
AUM
$38.6B
1-Year Est. Return
45.89%
This Fund
S&P 500
This Quarter
Est. Return
+7.45%
1 Year Est. Return
+45.89%
3 Year Est. Return
+130.56%
5 Year Est. Return
+159.19%
10 Year Est. Return
+649.1%
AUM
$85.9B
AUM Growth
-$18B
(-17%)
Cap. Flow
-$25.5B
Cap. Flow
% of AUM
-29.64%
Top 10 Holdings %
Top 10 Hldgs %
50.47%
Holding
2,505
New
479
Increased
549
Reduced
832
Closed
483
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Tesla
TSLA
|
+$335M |
| 2 |
NVIDIA
NVDA
|
+$117M |
| 3 |
Teladoc Health
TDOC
|
+$95.6M |
| 4 |
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
|
+$80.7M |
| 5 |
iShares 7-10 Year Treasury Bond ETF
IEF
|
+$76.8M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Microsoft
MSFT
|
+$570M |
| 2 |
Meta Platforms (Facebook)
META
|
+$268M |
| 3 |
Nike
NKE
|
+$221M |
| 4 |
Uber
UBER
|
+$107M |
| 5 |
Peloton Interactive
PTON
|
+$91.1M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Technology | 1.66% |
| 2 | Consumer Discretionary | 0.93% |
| 3 | Communication Services | 0.6% |
| 4 | Financials | 0.35% |
| 5 | Healthcare | 0.3% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
|
PARA
301
DELISTED
Paramount Global Class B
PARA
| $33.9M | 0.04% |
1,122,277
+520,627
| +87% | +$17.9M |
|
302
PUT
SoFi Technologies
SOFI
$23.6B
| $33.7M | 0.04% |
2,133,500
+2,026,000
| +1,885% | +$37.2M |
|
303
PUT
Synchrony
SYF
$25.5B
| $33.3M | 0.04% |
718,700
+10,400
| +1% | +$500K |
|
304
CALL
NXP Semiconductors
NXPI
$60.3B
| $33.3M | 0.04% |
146,100
-44,000
| -23% | -$9.36M |
|
305
CALL
Gilead Sciences
GILD
$166B
| $32.7M | 0.04% |
450,600
+78,800
| +21% | +$5.43M |
|
306
Zscaler
ZS
$27.2B
| $32.5M | 0.04% |
101,277
+54,603
| +117% | +$17.2M |
|
307
CALL
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$46.5B
| $32.3M | 0.04% |
88,900
+39,300
| +79% | +$14M |
|
308
PUT
XPeng
XPEV
$11.6B
| $32.1M | 0.04% |
637,800
-680,600
| -52% | -$30.7M |
|
|
MNDT
309
PUT
DELISTED
Mandiant, Inc. Common Stock
MNDT
| $32.1M | 0.04% |
+1,828,700
| New | +$32.1M |
|
310
CALL
State Street Energy Select Sector SPDR ETF
XLE
$37.6B
| $32.1M | 0.04% |
1,155,400
-2,091,000
| -64% | -$59.1M |
|
311
CALL
Marathon Petroleum
MPC
$83.3B
| $32M | 0.04% |
500,000
-175,200
| -26% | -$11.3M |
|
312
CALL
VanEck Junior Gold Miners ETF
GDXJ
$8.42B
| $32M | 0.04% |
762,800
+141,300
| +23% | +$6.05M |
|
313
PUT
Herbalife
HLF
$1.28B
| $32M | 0.04% |
780,600
+301,000
| +63% | +$12.5M |
|
314
CALL
Lam Research
LRCX
$388B
| $31.9M | 0.04% |
444,000
-533,000
| -55% | -$33.4M |
|
|
PARA
315
CALL
DELISTED
Paramount Global Class B
PARA
| $31.8M | 0.04% |
1,053,900
-1,590,500
| -60% | -$54.8M |
|
316
Shopify
SHOP
$195B
| $31.7M | 0.04% |
230,050
-210,400
| -48% | -$30.7M |
|
|
317
PUT
iShares 7-10 Year Treasury Bond ETF
IEF
$47.3B
| $31.6M | 0.04% |
275,000
| – | – |
|
318
CALL
Okta
OKTA
$25.6B
| $31.3M | 0.04% |
139,700
-300
| -0.2% | -$71.5K |
|
319
FedEx
FDX
$75.3B
| $31.2M | 0.04% |
120,779
-1,091
| -0.9% | -$262K |
|
320
PUT
Kroger
KR
$34.7B
| $31.2M | 0.04% |
688,300
-490,500
| -42% | -$20.6M |
|
321
PUT
Nokia
NOK
$52.3B
| $31.1M | 0.04% |
5,000,400
+100
| +0% | +$583 |
|
|
SI
322
CALL
DELISTED
Silvergate Capital Corporation
SI
| $30.9M | 0.04% |
208,700
+51,100
| +32% | +$8.74M |
|
323
PUT
Macy's
M
$6.73B
| $30.8M | 0.04% |
1,178,000
-348,800
| -23% | -$9.51M |
|
324
CALL
Goldman Sachs
GS
$303B
| $30.7M | 0.04% |
80,300
-41,100
| -34% | -$16.3M |
|
|
325
CALL
Teladoc Health
TDOC
$1.3B
| $30.6M | 0.04% |
333,200
-203,900
| -38% | -$24.4M |
|
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Parallax Volatility Advisers's Q4 2021 Portfolio in Review
As of Q4 2021, Parallax Volatility Advisers held 2,505 positions worth $85.9B, down 17% from $104B the previous quarter. Its ten largest holdings account for 50% of the portfolio.
Parallax Volatility Advisers withdrew a net $25.5B in Q4 2021, closing 483 positions and reducing 832 holdings. Its most notable exit was Nike, an estimated $221M position sold in full.
By sector, the portfolio is most concentrated in Technology at 1.7% of assets, down from 2% a quarter earlier, followed by Consumer Discretionary and Communication Services.
Against the trend, Parallax Volatility Advisers opened a new position in Home Depot worth $75.2M.
- Parallax Volatility Advisers's largest Q4 2021 buy was Home Depot: 181,094 shares worth $75.2M.
- Parallax Volatility Advisers added most to Tesla in Q4 2021, an estimated $335M increase.
- Parallax Volatility Advisers's biggest Q4 2021 reduction was Microsoft, cutting an estimated $570M.
- Parallax Volatility Advisers fully exited Nike in Q4 2021, selling an estimated $221M.
- Parallax Volatility Advisers's ten largest holdings make up 50% of its $85.9B portfolio in Q4 2021.
- Parallax Volatility Advisers opened 479 new positions and closed 483 in Q4 2021.
- Parallax Volatility Advisers's portfolio value fell 17% quarter-over-quarter to $85.9B.
Based on Parallax Volatility Advisers's 13F filing for Q4 2021, filed 14 Feb 2022.